+19.7%
WING vs FGI
-68.3%
+88.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -1.7% |
| 7D | -0.5% | +6.9% | -7.4% | -0.6% |
| 30D | +32.3% | +3.9% | +28.4% | +32.3% |
| 3M | +50.2% | +74.3% | -24.1% | +48.8% |
| 6M | +31.7% | +28.9% | +2.7% | +30.7% |
| YTD | -29.6% | +39.1% | -68.7% | -30.2% |
| 1Y | -29.7% | +49.3% | -79.1% | -30.5% |
| 3Y | -19.8% | +5.7% | -25.5% | -20.6% |
| All | +19.7% | -68.3% | +88.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling